Page 1 of 1
How to include a time trend in a regression?
Posted: Thu Mar 15, 2012 11:04 am
by PERRY
What is the instruction to include a time trend in a regression?
Thank you
Re: How to include a time trend in a regression?
Posted: Thu Mar 15, 2012 1:13 pm
by TomDoan
SET TREND = T
and include TREND in the regressor list.
Re: How to include a time trend in a regression?
Posted: Thu Mar 15, 2012 2:09 pm
by moderator
Also, note that we do discuss this in the Introduction to RATS (assuming you have version 8--it should be covered in Getting Started in older versions). See pages 53-54 of the Introduction (or just look up "Trend series" in the Index to the Introduction).
Regards
Tom Maycock
Estima
Re: How to include a time trend in a regression?
Posted: Thu Mar 15, 2012 2:28 pm
by PERRY
Thank you very much!
I tried the manual first but I could not find it...sorry...